Vix under the Lower Bollinger Band

CBOE VOLATILITY INDEX (VIX) FUTURESCBOE

Description

⋅ Mar 17, 2021 6:04 PM

from a quick analysis of the Vix future we see the volatility which has fallen far below the Bollinger Bands.

This technique can be used for mean-reverting strategies when on the assumption that volatility is cyclical.